Version: 91.1

\[\\[.0005in]\] PARAMETERS OPTIMIZED
BB.Length.Bollinger.bands.to.Enter and BB.Number.of.SDs.to.Enter

BEST PARAMETERS
BB.Length.Bollinger.bands.to.Enter = 30
BB.Number.of.SDs.to.Enter = 2
Profit account= 265 (per day adjusted to desire% DD )
Activity = 14.9 (Cumulative number of entries in all pairs per week)
Desire DD = 10

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Profit per day standardized to the desire percent dropdown
Exclude pairs that when standardized to DD enter with less than $1,000 and pairs that fail to enter once a week



Capping pairs profit per day standardized to a desire percent dropdown
The figure below is like the one above but capping the profits of all pairs to a traget of 1%, this avoids biasing the summary results of an account when only a handful of pairs yield very large profits. This figure basically trying to provide a sense of the extent to which the strategy is profitable across pairs.



Comparison to prior optimizations of this robot. Double click on the plot to deselect all columns.



Number of pairs that meet 1% profit target



Results for BB.Length.Bollinger.bands.to.Enter = 30 and BB.Number.of.SDs.to.Enter = 2

Best parameters
Profit nDays MaxDDMoney nLostEntries nEntries nWinTrades PercDD X Y Pair DDAccount DD3Perc MoneyEntryAdjusted ProfitAt3Perc ProfitStan3PercDay PercentDaysActive FailByAmount FailByTimeActive MeetTarget
158 64836.15 363.53 5369.73 3 631 504 -17.9 30 2 NZDUSD 17.89910 55.8687308 16760.619 36223.134 99.642764 1.7357577 No No Yes
233 111878.81 363.23 38763.99 5 495 376 -129.2 30 2 USDJPY 129.21330 7.7391414 2321.742 8658.459 23.837401 1.3627729 No No No
208 56987.69 359.80 22075.56 5 431 308 -73.6 30 2 USDCHF 73.58520 13.5896892 4076.907 7744.450 21.524319 1.1978877 No No No
8 96077.80 363.33 38109.01 5 616 480 -127.0 30 2 AUDUSD 127.03003 7.8721541 2361.646 7563.392 20.816868 1.6954284 No No No
258 127870.41 360.49 52971.94 5 570 431 -176.6 30 2 XAUUSD 176.57313 5.6633757 1699.013 7241.782 20.088718 1.5811812 No No No
108 118794.09 360.51 51778.75 5 517 387 -172.6 30 2 GBPJPY 172.59583 5.7938826 1738.165 6882.790 19.091815 1.4340795 No No No
83 84144.91 361.00 37970.46 5 426 308 -126.6 30 2 EURUSD 126.56820 7.9008787 2370.264 6648.187 18.416031 1.1800554 No No No
133 88419.91 363.39 40381.87 5 539 415 -134.6 30 2 GBPUSD 134.60623 7.4290765 2228.723 6568.783 18.076399 1.4832549 No No No
33 42537.11 357.49 25233.71 5 291 207 -84.1 30 2 EURGBP 84.11237 11.8888582 3566.657 5057.177 14.146344 0.8140088 No No No
183 53430.37 360.46 69310.09 6 382 290 -231.0 30 2 USDCAD 231.03363 4.3283741 1298.512 2312.666 6.415875 1.0597570 No No No
58 153327.12 352.72 400824.86 7 519 386 -1336.1 30 2 EURJPY 1336.08287 0.7484566 224.537 1147.587 3.253535 1.4714221 Yes No No

Results by pair

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Results by pair capped to desired 1% profit
This is the same as above, but caps pairs to max desire profit to avoid visual bias by pairs with very lage profits

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Results within desire DD, top 5 with most winning trades, and ranked by Profit per day at desire DD
One is in the search of a unique combination of parameters that can be used across forex pairs; the reality is, however, that they represent countries with vast differences in economic power, which can cause specific patterns within certain pairs, thus, in most likelihoods parameters are specific to each forex pair. Here I show the best results for each pair.

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Default parameters
Parameter Value
3 Name.for.robot CloseBackBB
4 Source close
5 Starting.account.balance 30 000
6 Enter.with.this.Percent.of.account.balance 100
7 Minimum.profit.take 0.2
8 Profit.Take.Extension.Factor..PTEF.. 0.2
9 BB.Length.Bollinger.bands.to.Enter 45
10 BB.Number.of.SDs.to.Enter 2.5
11 BLAI.Timeframe 15 minutes
12 BLAI.length 24
13 BLAISlow.Timeframe 15 minutes
14 BLAISlow.length 60
15 BB.Exit.length 15
16 BB.Exit.number.of.SDs 1.5